The Hu-Meyer formula for non deterministic kernels

Delgado de la Torre, Rosario; Sanz-Solé, Marta

Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151940

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DC Field	Value	Language
dc.contributor.author	Delgado de la Torre, Rosario	-
dc.contributor.author	Sanz-Solé, Marta	-
dc.date.accessioned	2020-03-04T10:47:26Z	-
dc.date.available	2020-03-04T10:47:26Z	-
dc.date.issued	1991	-
dc.identifier.uri	http://hdl.handle.net/2445/151940	-
dc.description	Preprint enviat per a la seva publicació en una revista científica: Stochastics and Stochastic Reports, Volume 38, 1992 - Issue 3. [https://doi.org/10.1080/17442509208833752]	ca
dc.description.abstract	In this paper we prove the analogue of the Hu-Meyer formula for random kernels. More precisely, using a suitable notion of trace we give the relation between the multiple Stratonovich integral of a non adapted process and the multiple Skorohod integral.	ca
dc.format.extent	12 p.	-
dc.format.mimetype	application/pdf	-
dc.language.iso	eng	ca
dc.publisher	Universitat de Barcelona	ca
dc.relation.isformatof	Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.32]	-
dc.relation.ispartofseries	Mathematics Preprint Series; 92	ca
dc.rights	(c) Rosario Delgado et al., 1991	-
dc.source	Preprints de Matemàtiques - Mathematics Preprint Series	-
dc.subject.classification	Anàlisi estocàstica	-
dc.subject.classification	Integrals estocàstiques	-
dc.subject.other	Universitat de Barcelona. Institut de Matemàtica	-
dc.title	The Hu-Meyer formula for non deterministic kernels	ca
dc.type	info:eu-repo/semantics/article	ca
dc.type	info:eu-repo/semantics/submittedVersion	-
dc.rights.accessRights	info:eu-repo/semantics/openAccess	ca
Appears in Collections:	Preprints de Matemàtiques - Mathematics Preprint Series

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